NYMEX Light Sweet Crude Oil Future August 2014
| Trading Metrics calculated at close of trading on 01-May-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
30-Apr-2014 |
01-May-2014 |
Change |
Change % |
Previous Week |
| Open |
99.15 |
98.30 |
-0.85 |
-0.9% |
101.52 |
| High |
99.16 |
98.32 |
-0.84 |
-0.8% |
101.80 |
| Low |
97.91 |
97.30 |
-0.61 |
-0.6% |
99.17 |
| Close |
98.28 |
97.91 |
-0.37 |
-0.4% |
99.27 |
| Range |
1.25 |
1.02 |
-0.23 |
-18.4% |
2.63 |
| ATR |
1.21 |
1.20 |
-0.01 |
-1.1% |
0.00 |
| Volume |
34,476 |
42,647 |
8,171 |
23.7% |
139,678 |
|
| Daily Pivots for day following 01-May-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
100.90 |
100.43 |
98.47 |
|
| R3 |
99.88 |
99.41 |
98.19 |
|
| R2 |
98.86 |
98.86 |
98.10 |
|
| R1 |
98.39 |
98.39 |
98.00 |
98.12 |
| PP |
97.84 |
97.84 |
97.84 |
97.71 |
| S1 |
97.37 |
97.37 |
97.82 |
97.10 |
| S2 |
96.82 |
96.82 |
97.72 |
|
| S3 |
95.80 |
96.35 |
97.63 |
|
| S4 |
94.78 |
95.33 |
97.35 |
|
|
| Weekly Pivots for week ending 25-Apr-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
107.97 |
106.25 |
100.72 |
|
| R3 |
105.34 |
103.62 |
99.99 |
|
| R2 |
102.71 |
102.71 |
99.75 |
|
| R1 |
100.99 |
100.99 |
99.51 |
100.54 |
| PP |
100.08 |
100.08 |
100.08 |
99.85 |
| S1 |
98.36 |
98.36 |
99.03 |
97.91 |
| S2 |
97.45 |
97.45 |
98.79 |
|
| S3 |
94.82 |
95.73 |
98.55 |
|
| S4 |
92.19 |
93.10 |
97.82 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
100.64 |
97.30 |
3.34 |
3.4% |
1.24 |
1.3% |
18% |
False |
True |
31,766 |
| 10 |
101.98 |
97.30 |
4.68 |
4.8% |
1.14 |
1.2% |
13% |
False |
True |
30,410 |
| 20 |
102.04 |
96.65 |
5.39 |
5.5% |
1.14 |
1.2% |
23% |
False |
False |
27,796 |
| 40 |
102.04 |
95.06 |
6.98 |
7.1% |
1.17 |
1.2% |
41% |
False |
False |
22,797 |
| 60 |
102.04 |
92.97 |
9.07 |
9.3% |
1.13 |
1.2% |
54% |
False |
False |
18,511 |
| 80 |
102.04 |
89.73 |
12.31 |
12.6% |
1.08 |
1.1% |
66% |
False |
False |
15,709 |
| 100 |
102.04 |
89.73 |
12.31 |
12.6% |
1.01 |
1.0% |
66% |
False |
False |
13,483 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
102.66 |
|
2.618 |
100.99 |
|
1.618 |
99.97 |
|
1.000 |
99.34 |
|
0.618 |
98.95 |
|
HIGH |
98.32 |
|
0.618 |
97.93 |
|
0.500 |
97.81 |
|
0.382 |
97.69 |
|
LOW |
97.30 |
|
0.618 |
96.67 |
|
1.000 |
96.28 |
|
1.618 |
95.65 |
|
2.618 |
94.63 |
|
4.250 |
92.97 |
|
|
| Fisher Pivots for day following 01-May-2014 |
| Pivot |
1 day |
3 day |
| R1 |
97.88 |
98.88 |
| PP |
97.84 |
98.55 |
| S1 |
97.81 |
98.23 |
|